-1.4%
LYB vs TXT
-14.9%
+13.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | +0.1% |
| 7D | -3.1% | +0.8% | -3.9% | -2.8% |
| 30D | +4.0% | -10.4% | +14.5% | -0.5% |
| 3M | +2.4% | -14.3% | +16.8% | -3.5% |
| 6M | -1.4% | -15.1% | +13.7% | -8.0% |
| All | -1.4% | -14.9% | +13.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling